Take the gun and aim at the brain stem [even with a failed attempt, if you are far enough away from civilized assistance, you will die from blood loss]. The target is your brain stem, not your brain necessarily. That's because you can survive the loss of the cerebral cortex, but usually with a deficit like a stroke. The loss of the brain stem that controls respiratory function cannot be survived. The good news is that enough bleeding from the skull (as long as it remains closed) will break the brain stem and squeeze it at the bottom (Uncal hernia) and it will kill you (brain death). Sufficient swelling in the brain (cerebral edema) will have the same effect (death).